+220.8%
AFRM vs SCCO
+210.1%
+10.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.9% | -5.3% | -2.7% |
| 7D | +3.1% | +3.4% | -0.4% | +1.3% |
| 30D | -4.2% | +6.6% | -10.8% | -7.6% |
| 3M | +10.1% | +24.5% | -14.4% | -2.4% |
| 6M | +39.4% | +16.5% | +22.9% | +26.1% |
| YTD | -3.2% | +52.1% | -55.3% | -30.2% |
| 1Y | -16.1% | +114.2% | -130.2% | -53.4% |
| 3Y | +220.8% | +207.4% | +13.4% | +10.7% |
| All | +220.8% | +210.1% | +10.7% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SCCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling